CME British Pound Future June 2009

Trading Metrics calculated at close of trading on 06-Feb-2009

Day Change Summary
	Previous	Current
	05-Feb-2009	06-Feb-2009	Change	Change %	Previous Week
Open	1.4370	1.4600	0.0230	1.6%	1.4288
High	1.4680	1.4823	0.0143	1.0%	1.4823
Low	1.4370	1.4600	0.0230	1.6%	1.4075
Close	1.4624	1.4783	0.0159	1.1%	1.4783
Range	0.0310	0.0223	-0.0087	-28.1%	0.0748
ATR	0.0262	0.0259	-0.0003	-1.1%	0.0000
Volume	104	79	-25	-24.0%	307

Daily Pivots for day following 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5404	1.5317	1.4906
R3	1.5181	1.5094	1.4844
R2	1.4958	1.4958	1.4824
R1	1.4871	1.4871	1.4803	1.4915
PP	1.4735	1.4735	1.4735	1.4757
S1	1.4648	1.4648	1.4763	1.4692
S2	1.4512	1.4512	1.4742
S3	1.4289	1.4425	1.4722
S4	1.4066	1.4202	1.4660

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6804	1.6542	1.5194
R3	1.6056	1.5794	1.4989
R2	1.5308	1.5308	1.4920
R1	1.5046	1.5046	1.4852	1.5177
PP	1.4560	1.4560	1.4560	1.4626
S1	1.4298	1.4298	1.4714	1.4429
S2	1.3812	1.3812	1.4646
S3	1.3064	1.3550	1.4577
S4	1.2316	1.2802	1.4372

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4823	1.4075	0.0748	5.1%	0.0221	1.5%	95%	True	False	61
10	1.4823	1.3705	0.1118	7.6%	0.0239	1.6%	96%	True	False	57
20	1.4975	1.3618	0.1357	9.2%	0.0222	1.5%	86%	False	False	152

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5771
2.618	1.5407
1.618	1.5184
1.000	1.5046
0.618	1.4961
HIGH	1.4823
0.618	1.4738
0.500	1.4712
0.382	1.4685
LOW	1.4600
0.618	1.4462
1.000	1.4377
1.618	1.4239
2.618	1.4016
4.250	1.3652

Fisher Pivots for day following 06-Feb-2009
Pivot	1 day	3 day
R1	1.4759	1.4721
PP	1.4735	1.4659
S1	1.4712	1.4597

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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